+1,796.7%
PWR vs TAP
-48.8%
+1,845.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -11.2% | -4.5% | -6.7% | -10.5% |
| 30D | -17.4% | +7.5% | -24.9% | -19.3% |
| 3M | -11.7% | -4.9% | -6.9% | -11.5% |
| 6M | -21.7% | -3.5% | -18.2% | -22.4% |
| YTD | +38.3% | -11.4% | +49.7% | +39.3% |
| 1Y | +29.6% | -10.8% | +40.4% | +29.9% |
| 3Y | +236.1% | -24.5% | +260.6% | +246.0% |
| 5Y | +406.3% | +2.5% | +403.9% | +350.8% |
| 10Y | +1,796.7% | -47.6% | +1,844.3% | +1,664.4% |
| All | +1,796.7% | -48.8% | +1,845.6% | +1,664.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling